Emilio Barucci's Books

Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci,Claudio Fontana

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Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci,Claudio Fontana

This work, now in a thoroughly revised second edition, presents the economic foundations of financial markets theory from a mathematically rigorous standpoint and offers a self-contained critical discussion based on empirical results. It is the only textbook on the subject to include more than two hundred exercises, with detailed solutions to selected exercises. Financial Markets Theory covers classical asset pricing theory in great detail, including utility theory, equilibrium theory, portfolio selection, mean-variance portfolio theory, CAPM, CCAPM, APT, and the Modigliani-Miller theorem. Starting from an analysis of the empirical evidence on the theory, the authors provide a discussion of the relevant literature, pointing out the main advances in classical asset pricing theory and the new approaches designed to address asset pricing puzzles and open problems (e.g., behavioral finance). Later chapters in the book contain more advanced material, including on the role of information in financial markets, non-classical preferences, noise traders and market microstructure. This textbook is aimed at graduate students in mathematical finance and financial economics, but also serves as a useful reference for practitioners working in insurance, banking, investment funds and financial consultancy. Introducing necessary tools from microeconomic theory, this book is highly accessible and completely self-contained. Advance praise for the second edition: "Financial Markets Theory is comprehensive, rigorous, and yet highly accessible. With their second edition, Barucci and Fontana have set an even higher standard!"Darrell Duffie, Dean Witter Distinguished Professor of Finance, Graduate School of Business, Stanford University "This comprehensive book is a great self-contained source for studying most major theoretical aspects of financial economics. What makes the book particularly useful is that it provides a lot of intuition, detailed discussions of empirical implications, a very thorough survey of the related literature, and many completely solved exercises. The second edition covers more ground and provides many more proofs, and it will be a handy addition to the library of every student or researcher in the field."Jaksa Cvitanic, Richard N. Merkin Professor of Mathematical Finance, Caltech "The second edition of Financial Markets Theory by Barucci and Fontana is a superb achievement that knits together all aspects of modern finance theory, including financial markets microstructure, in a consistent and self-contained framework. Many exercises, together with their detailed solutions, make this book indispensable for serious students in finance."Michel Crouhy, Head of Research and Development, NATIXIS

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Page Count

843

Publisher

Springer

Published Date

ISBN 10

1447173228

ISBN 13

9781447173229

Competition Law in Italy

By: Alberto Toffoletto,Alessandra Stabilini,Emilio De Giorgi,Roberta Guaineri,Domenico Gullo

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Competition Law in Italy

By: Alberto Toffoletto,Alessandra Stabilini,Emilio De Giorgi,Roberta Guaineri,Domenico Gullo

Derived from the renowned multi-volume International Encyclopaedia of Laws, this practical analysis of competition law and its interpretation in the Italy covers every aspect of the subject – the various forms of restrictive agreements and abuse of dominance prohibited by law and the rules on merger control; tests of illegality; filing obligations; administrative investigation and enforcement procedures; civil remedies and criminal penalties; and raising challenges to administrative decisions. Lawyers who handle transnational commercial transactions will appreciate the explanation of fundamental differences in procedure from one legal system to another, as well as the international aspects of competition law. Throughout the book, the treatment emphasizes enforcement, with relevant cases analysed where appropriate. An informative introductory chapter provides detailed information on the economic, legal, and historical background, including national and international sources, scope of application, an overview of substantive provisions and main notions, and a comprehensive description of the enforcement system including private enforcement. The book proceeds to a detailed analysis of substantive prohibitions, including cartels and other horizontal agreements, vertical restraints, the various types of abusive conduct by the dominant firms and the appraisal of concentrations, and then goes on to the administrative enforcement of competition law, with a focus on the antitrust authorities’ powers of investigation and the right of defence of suspected companies. This part also covers voluntary merger notifications and clearance decisions, as well as a description of the judicial review of administrative decisions. Its succinct yet scholarly nature, as well as the practical quality of the information it provides, make this book a valuable time-saving tool for business and legal professionals alike. Lawyers representing parties with interests in the Italy will welcome this very useful guide, and academics and researchers will appreciate its value in the study of international and comparative competition law.

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Page Count

488

Publisher

Kluwer Law International B.V.

Published Date

ISBN 10

9403509910

ISBN 13

9789403509914

Who Will Rescue Finance?

The Role of the Academics, Bankers, Politicians, Regulators

By: Emilio Barucci

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Who Will Rescue Finance?

The Role of the Academics, Bankers, Politicians, Regulators

By: Emilio Barucci

The main idea of this book is that the root cause of the financial crisis is the ambition to handle risk as a well-defined commodity that can be traded in the market. The book provides an interpretation of the crisis going beyond simple reconstructions. Finance cannot be rescued by simply referring to ethics or limiting the remuneration of managers. This book is unique in that it covers both the American and the European crisis.

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Page Count

232

Publisher

Egea Spa - Bocconi University Press

Published Date

ISBN 10

8885486800

ISBN 13

9788885486805

Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci,Claudio Fontana

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Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci,Claudio Fontana

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Solve jigsaw puzzle

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Page Count

843

Publisher

Springer

Published Date

ISBN 10

1447173228

ISBN 13

9781447173229

Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci

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Financial Markets Theory

Equilibrium, Efficiency and Information

By: Emilio Barucci

A presentation of classical asset pricing theory, this textbook is the only one to address the economic foundations of financial markets theory from a mathematically rigorous standpoint and to offer a self-contained critical discussion based on empirical results. Tools for understanding the economic analysis are provided, and mathematical models are presented in discrete time/finite state space for simplicity. Examples and exercises included.

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Page Count

467

Publisher

Springer

Published Date

ISBN 10

1447100905

ISBN 13

9781447100904

Book's by Emilio Barucci

Financial Markets Theory

Financial Markets Theory

Competition Law in Italy

Competition Law in Italy

Who Will Rescue Finance?

Who Will Rescue Finance?

Financial Markets Theory

Financial Markets Theory

Financial Markets Theory

Financial Markets Theory

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